Matías Salibián-Barrera [Publications]

Boente, G., Martínez, A. and Salibian-Barrera, M.
(2015) Robust estimators for additive models using
backfitting. Submitted.
A Technical Report is available here.
R code and scripts reproducing the example in the paper
are available
here.

Boente, G. and Salibian-Barrera, M. (2014) S-estimators for functional
principal component analysis. To appear in the Journal of the
American Statistical Association. Available
on-line here.
An
older preprint is
available here
and a new one
here.
R code implementing the method and scripts reproducing the examples in the
paper are available
here.

Kondo, Y., Salibian-Barrera, M. and Zamar, R. H. (2012)
A robust and sparse K-means clustering algorithm.
A preprint is available at arXiv:1201.6082v1.
The corresponding R package (RSKC) is available
from CRAN
(a direct link is here).
This work is based on Yumi's
MSc thesis (available
here).

Azadeh, A. and Salibian-Barrera, M. (2012).
An outlier-robust fit for Generalized Additive Models with applications
to disease outbreak detection.
Journal of the American Statistical Association.
106(494), 719-731.
Available on-line
here
and here.
A preliminary manuscript is also available
here.
The corresponding R package is available
here.

Salibian-Barrera, M. and Yohai, V.J. (2008). High breakdown point
robust regression with censored data. The
Annals of Statistics, 36, 118-146.
Available on-line here
and here.
A related technical report is available here.

Salibian-Barrera, M., Willems, G. and Zamar, R.H. (2008).
The fast-tau estimator for regression.
Journal of Computational
and Graphical Statistics, 17, 659-682.
Available here.
An earlier version of the same
paper, titled
“Computation of tau-estimates for linear regresion”,
is available
here.
MATLAB & OCTAVE code for this algorithm is
available here.

Salibian-Barrera, M. and Yohai, V.J. (2006).
A fast algorithm for S-regression estimates.
Journal of Computational
and Graphical Statistics15,
414-427.
Available here.
R code for this algorithm is
available here.

Salibian-Barrera, M. (2006). The
asymptotics of MM-estimators for linear
regression with fixed designs.
Metrika, 63, 283-294. The paper is
available on-line
here.

Farrell, P.J. and Salibian-Barrera, M. (2006). A
comparison of several robust estimators for a finite population
mean. Invited paper for a volumen
on the occasion of Prof.
A. K. Md. Ehsanes Saleh's 75th birthday.
Journal of Statistical Studies26, 29-43.
A preliminary (PDF)
version is here.

Salibian-Barrera, M., Van Aelst, S. and
Willems, G. (2006). PCA based on multivariate
MM-estimators with fast and robust bootstrap.
Journal of the American
Statistical Association, 101, 1198-1211.
Available on-line
here.

Farrell, P.J., Salibian-Barrera, M. and
Naczk, K. (2007). On tests for multivariate
normality and associated simulation studies.
Journal of Statistical
Computation and Simulation,
77, 1065-1080.
A
preprint is available
here.
The paper is available on-line
here.